| Job Title: | PhD Quantitative Analytic Training Programme. |
|---|---|
| Reference: | vcxgdfgftgtryuyu768 |
| Salary: | Highly Competitive |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 29-07-2008 |
Description:
Top tier US investment bank is currently looking to hire a number of junior candidates for front office quantitative opportunities within their trading desks.The successful candidates will join the global quantitative modeling and analytics group in either New York or London and work within the different front office groups with the traders and structurers.
Following 6 months of training within the front office teams the candidates will be moved permanently to a desk where their skills best lie and most progression can be achieved.
The successful candidate will:
Work on all asset desks including FX, Commodity, Interest Rates, Equity and Credit
Gain exposure to a wide variety of vanilla and exotic products and models including, smile, volatilities, tarns, options, BGM, LMM, Swaptions, derivatives and correlation.
Gain significant on the desk training on coding various languages including: C++, Java, Perl and VBA
Work with traders and structurers and gain exposure to pricing issues, hedging and risk analysis
Gain hands on exposure to the desk and support of experience front office quants on a daily basis
The successful candidate may have the following background:
PhD or DEA in a highly quantitative course for example mathematics, engineering or physics
Exceptional knowledge of PDE’s, stochastic calculus, Brownian Motion, Martingales
A highly competitive and motivated individual able to handle to the demands of a volatile front office environment
Substantial financial reading
The compensation for these opportunities is outstanding and only surpassed by the opportunity.
Please contact:
Harry@selbyjennings.com
Quantexotic@selbyjennings.com
www.selbyjennings.com
